actually zeus, poseidon, shiva, and vishnu are all in marvel comics... marvel.wikia.com/Olympiansmarvel.wikia.com/Daevas
The idea is that many gods from ancient cultures are actually aliens who visited Earth in the past and were worshiped as gods.

The superhero Thor is supposedly the basis for the god, but isn't actually the god. They are near-immortal creatures from another dimension, referred to as Asgard. Therefore, they actually are aliens, though the Vikings revered them as gods.

in the nordic mythology they were gods, living in Asgaard, connected to the earth by rimfrost or whatever that rainbow bridge is called. They lived in the sky, which is why the valkyries also had wings so they could travel forth between Asgaard and the earth to select the vikings that would come to Valhalla.

They aren't aliens in neither the mythology or the comic series. The writers have said that he is a god, as gods are the only thing capable of standing against the hulk.

Actually, the idea for the superhero is based on the god, Thor, BUT, the superhero's family all share the same traits as Norse gods, live in Asgard, and are nigh immortal beings that can travel between dimensions. According to the history of the superhero, he saved humanity long ago, during the age when Vikings ruled the seas, and thus, he and his family were revered as gods by the Vikings.